I have many video's on my pearl.
From old MTV video's that I got on IRC back in the day to "You tube" video's right off the net.

All the directions are on this site!!!

I use these programs/tools:
BlackBerry Video Creator
ffmpeg-SVN Utube convert
You Tube Downloader

It's super fun! & not that hard.. "you can do it!"

(There are some video's that are DRM, those take additional steps to bring to your phone. Even the ones you buy from itunes.)